+91.5%
CSCO vs EQIX
+50.1%
+41.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -5.7% |
| 7D | +1.9% | +4.1% | -2.1% | +0.8% |
| 30D | -15.8% | +5.8% | -21.7% | -17.1% |
| 3M | -15.4% | -1.4% | -14.0% | -15.1% |
| 6M | -5.4% | -1.2% | -4.2% | -5.2% |
| YTD | +26.5% | +39.6% | -13.2% | +14.1% |
| 1Y | +25.9% | +36.8% | -11.0% | +14.3% |
| 3Y | +97.5% | +47.3% | +50.3% | +71.6% |
| All | +91.5% | +50.1% | +41.4% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling